getPValue: Get the empirical p-value for a new set of changepoints
In matthewquinn1/changepointSelect: Automated Selection of Changepoints using Empirical P-Values and Trimming

getPValue

R Documentation

Get the empirical p-value for a new set of changepoints

Obtains the p-value associated with introducing new changepoints beyond those already present for a series of observations.

getPValue(series, changepoints1, changepoints2, numTrials=10000)

`series`	A vector of observations on which to run changepoint analysis. This vector must not contain any missing values.
`changepoints1`	The initial vector of changepoints. A changepoint is located immediately prior to a shift in the series.
`changepoints2`	A vector of changepoints to assess the significance of, relative to the initial vector.
`numTrials`	The number of simulations to use in order to obtain an empirical p-value. Recommended to at least be several thousand.

This function is called by getChangepoints.

Returns the empirical p-value (a numeric value between 0 and 1 inclusive).

Matthew Quinn